Rank Tests for Bivariate Symmetry
نویسندگان
چکیده
منابع مشابه
Nonparametric rank-based tests of bivariate extreme-value dependence
A new class of tests of extreme-value dependence for bivariate copulas is proposed. It is based on the process comparing the empirical copula with a natural nonparametric rankbased estimator of the unknown copula under extreme-value dependence. A multiplier technique is used to compute approximate p-values for several candidate test statistics. Extensive Monte Carlo experiments were carried out...
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Consider a continuous random pair (X,Y ) whose dependence is characterized by an extreme-value copula with Pickands dependence function A. When the marginal distributions of X and Y are known, several consistent estimators of A are available. Most of them are variants of the estimators due to Pickands [Bull. Inst. Internat. Statist. 49 (1981) 859–878] and Capéraà, Fougères and Genest [Biometrik...
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The copula function is a multivariate distribution whose marginal distributions are uniformly distributed on the interval [0,1], this function called copula that ties the joint and the margins together. One important class of copula models is that of semiparametric copula models. In this paper, a semiparametric copula and its properties are introduced also a test of symmetry for semiparametric ...
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In recent years, some investigations have been carried out to examine the assumptions like stationarity, symmetry and separability of spatio-temporal covariance function which would considerably simplify fitting a valid covariance model to the data by parametric and nonparametric methods. In this article, assuming a Gaussian random field, we consider the likelihood ratio separability test, a va...
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A nonparametric control chart based on a bivariate signed-rank test is developed for monitoring the changes in the location of a bivariate process. The average run length performance of the proposed nonparametric chart is investigated using a simulation study and is compared with a parametric control chart under bivariate normal and bivariate double exponential distributions. Further the perfor...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1981
ISSN: 0090-5364
DOI: 10.1214/aos/1176345588